Information Package / Course Catalogue
Time Series Analysis
Course Code: İKP523
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

Given the basic information needed to make effective predictions for future.

Course Content

Time Series Patterns, Time Series Models, Correction Techniques, Trend Analysis, Determination of Seasonal Effect, Stationary Stochastic Processes, Non-Stationary Stochastic Processes, Linear Time Series Models, Stationary Analysis: Correlation Test and Unit Root Test

Name of Lecturer(s)
Assoc. Prof. Şahin BULUT
Learning Outcomes
1.Will be able to define the specific properties of time series data.
2.Will be able to use econometric tools that are specifically designed to analyze time series data.
3.Will be able to build econometric models that describe the behavior of time series.
4.Will be able to identify problems with existing econometric models.
5.Will be able to employ the econometric tools necessary to solve problems with existing econometric models.
Recommended or Required Reading
1.Walter Enders, Applied Econometric Time Series (İkinci Baskı), Wiley.
Weekly Detailed Course Contents
Week 1 - Theoretical
Review of statistical concepts and regression basics
Week 2 - Theoretical
Difference equations, lag operators
Week 3 - Theoretical
Foundations of time series econometrics
Week 4 - Theoretical
Topics in Linear Regression
Week 5 - Theoretical
ARMA Modeling 1
Week 6 - Theoretical
ARMA Modeling 2
Week 7 - Theoretical
ARMA Modeling 3
Week 8 - Intermediate Exam
Midterm Exam
Week 9 - Theoretical
Nonstationarity, unit roots, and ARIMA Models
Week 10 - Theoretical
Nonstationarity, unit roots, and ARIMA Models
Week 11 - Theoretical
Stationary vector models: VAR pt. 1
Week 12 - Theoretical
Stationary vector models: VAR pt. 2
Week 13 - Theoretical
Cointegration and common trends
Week 14 - Theoretical
Forecasting with time series
Week 15 - Theoretical
Additional topic (optional and time permitting)
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Project23516
Individual Work23516
Midterm Examination19110
Final Examination112113
TOTAL WORKLOAD (hours)125
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
OÇ-1
3
4
3
4
5
4
4
OÇ-2
3
4
5
4
3
3
4
OÇ-3
4
3
4
4
4
5
4
OÇ-4
3
3
3
3
3
3
3
OÇ-5
4
3
4
4
4
3
3
Adnan Menderes University - Information Package / Course Catalogue
2026